A simple integer-valued bilinear time series model

Advances in Applied Probability

Volumn 38, Issue 2, 2006, Pages 559-578

  Doukhan, Paul ^a   Latour, Alain ^b   Oraichi, Driss ^c  

^a CREST   (France)

^b UNIV GRENOBLE ALPES   (France)

^c UNIVERSITY OF MONTREAL   (Canada)

Author keywords

Bilinear model; Integer valued process

Indexed keywords

ESTIMATION; MATHEMATICAL MODELS; METHOD OF MOMENTS; NORMAL DISTRIBUTION;

BILINEAR MODEL; INTEGER-VALUED PROCESS; STATIONARY PROCESS;

TIME SERIES ANALYSIS;

EID: 33745934807     PISSN: 00018678     EISSN: None     Source Type: Journal    
DOI: 10.1239/aap/1151337085     Document Type: Article

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